+257.5%
FERG vs GLDM
+219.1%
+38.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -2.1% | +4.7% | -6.7% | -2.7% |
| 30D | +8.7% | -0.9% | +9.5% | +8.8% |
| 3M | -7.4% | -4.3% | -3.1% | -6.9% |
| 6M | -6.6% | -13.4% | +6.8% | -4.8% |
| YTD | +6.6% | -5.8% | +12.4% | +7.5% |
| 1Y | -3.6% | +2.1% | -5.6% | -3.6% |
| 3Y | +56.4% | +105.0% | -48.6% | +42.3% |
| 5Y | +67.5% | +122.5% | -55.0% | +49.1% |
| All | +257.5% | +219.1% | +38.4% | +243.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GLDM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling